Pages that link to "Item:Q6064064"

The following pages link to Varying Coefficient Regression Models: A Review and New Developments (Q6064064):

Displaying 36 items.

• Support vector quantile regression with varying coefficients (Q311308) (← links)
• Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
• Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
• Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
• Time-dynamic varying coefficient models for longitudinal data (Q1662818) (← links)
• Dynamic survival models with varying coefficients for credit risks. (Q1711479) (← links)
• Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels (Q2127305) (← links)
• Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model (Q2228282) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
• Smooth backfitting for errors-in-variables varying coefficient regression models (Q2305306) (← links)
• A new approach to varying-coefficient additive models with longitudinal covariates (Q2305307) (← links)
• Varying random coefficient models (Q2658751) (← links)
• Individualized risk assessment of preoperative opioid use by interpretable neural network regression (Q2686044) (← links)
• Estimation of the error distribution in a varying coefficient regression model (Q4643627) (← links)
• Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
• Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models (Q5041349) (← links)
• Generalized Spatially Varying Coefficient Models (Q5066408) (← links)
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution (Q5066752) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models (Q5076963) (← links)
• Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• Variable selection for longitudinal varying coefficient errors-in-variables models (Q5079930) (← links)
• Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• A varying coefficient approach to estimating hedonic housing price functions and their quantiles (Q5138682) (← links)
• Modeling heterogeneous treatment effects in the presence of endogeneity (Q5865516) (← links)
• Unified variable selection for varying coefficient models with longitudinal data (Q6076833) (← links)
• Heterogeneity in general multinomial choice models (Q6163489) (← links)
• Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data (Q6489263) (← links)
• Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models (Q6536881) (← links)
• Advances in estimation and inference for historical functional linear models (Q6604325) (← links)
• Multivariate varying-coefficient models via tensor decomposition (Q6621323) (← links)
• Additive regression with parametric help (Q6635726) (← links)